We generalize the concept of optical Galton board (OGB), first proposed by Bouwmeester et al. {[}Phys. Rev. A textbf{61}, 013410 (2000)], by introducing the possibility of nonlinear self--phase modulation on the wavefunction during the walker evolution. If the original Galton board illustrates classical diffusion, the OGB, which can be understood as a grid of Landau--Zener crossings, illustrates the influence of interference on diffusion, and is closely connected with the quantum walk. Our nonlinear generalization of the OGB shows new phenomena, the most striking of which is the formation of non-dispersive pulses in the field distribution (soliton--like structures). These exhibit a variety of dynamical behaviors, including ballistic motion, dynamical localization, non--elastic collisions and chaotic behavior, in the sense that the dynamics is very sensitive to the nonlinearity strength.